Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 5,44% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 1 000 000 | 400 000 | 179 352 CHF | 75 741 CHF | 99,55% | 99,55% |
15/07/2024 | 4,69% | 0,19 CHF | 0,20 CHF | 1 000 000 | 400 000 | 913 779 | 313 779 | 190 290 CHF | 68 324 CHF | 99,05% | 99,05% |
12/07/2024 | 4,00% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 815 845 | 271 948 | 199 674 CHF | 69 277 CHF | 99,73% | 99,73% |
11/07/2024 | 3,62% | 0,25 CHF | 0,26 CHF | 900 000 | 300 000 | 758 885 | 252 962 | 206 067 CHF | 71 219 CHF | 98,82% | 98,82% |
10/07/2024 | 3,44% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 214 236 CHF | 73 912 CHF | 98,50% | 98,50% |
09/07/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 203 756 CHF | 70 419 CHF | 99,54% | 99,54% |
08/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 185 | 250 062 | 202 320 CHF | 69 941 CHF | 96,25% | 96,25% |
05/07/2024 | 3,64% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 034 | 250 011 | 202 614 CHF | 70 038 CHF | 99,43% | 99,43% |
04/07/2024 | 3,77% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 753 007 | 251 002 | 195 886 CHF | 67 805 CHF | 99,39% | 99,39% |
03/07/2024 | 3,47% | 0,27 CHF | 0,28 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 212 291 CHF | 73 264 CHF | 99,57% | 99,57% |